derivitec.market_data.types.ProbabilityOfDefaultData

class derivitec.market_data.types.ProbabilityOfDefaultData(probability_of_default=None, asset_id=None, date=None, provider_id=None)[source]
__init__(probability_of_default=None, asset_id=None, date=None, provider_id=None)[source]
Parameters:

  • probability_of_default – The probability of default

  • asset_id – The asset id

  • date – The market date

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([probability_of_default, asset_id, ...])

json_params()

JSON param names.

rebuild(content)

Recursive rebuild.

recursive_decompose(item)

Helper function to recursively convert some types to a suitable format for json.

to_dict()

typename()